Bounds for the American perpetual put on a stock index (Q2731150)

From MaRDI portal
Revision as of 22:56, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Bounds for the American perpetual put on a stock index
scientific article

    Statements

    Bounds for the American perpetual put on a stock index (English)
    0 references
    0 references
    0 references
    29 July 2001
    0 references
    0 references
    0 references
    0 references
    0 references
    price process
    0 references
    interest rate
    0 references
    fair price
    0 references
    American put
    0 references
    0 references